The nexus between fossil energy markets and the effect of the COVID-19 pandemic on clustering structures

The main purpose of this paper is to analyze price returns series to investigate causality between international fossil energy markets and the effect of the COVID-19 pandemic on their clustering structures. The sample period covers August 1993 to June 2023. The empirical results from Granger causali...

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Bibliographic Details
Main Author: Salim Lahmiri
Format: Article
Language:English
Published: Elsevier 2024-12-01
Series:Energy Nexus
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2772427124000755
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